-95.7%
SNDQ vs MXL
+86.2%
-181.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +5.5% | -29.3% | -19.7% |
| 7D | -30.8% | +1.6% | -32.5% | -29.1% |
| 30D | -51.7% | -7.0% | -44.7% | -51.4% |
| 3M | -78.0% | -33.4% | -44.6% | -72.0% |
| All | -95.7% | +86.2% | -181.9% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · Available span rolling